Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47503.77 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46108.85 Kr¶

PnL: ---------------------------------------> -779.72 Kr¶

DD now: ---------------------------------> -2.316 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:07:40.076642'

Anic Portfolio¶

Today¶

Return: 0.401 %¶

This Week¶

Return: -0.062 %¶

Total¶

Return: 55.515 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.150000 3095.000000 168.000000 5.740000 2927.000000
Beijer Electronics Group 26 0.000000 3083.600000 112.600000 3.790000 2971.000006
SAAB B 8 0.070000 3428.800000 51.800000 1.530000 3377.000000
Corem Property Group B 59 1.830000 622.450000 45.450000 7.880000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.010000 385.800000 30.800000 8.680000 355.000000
AcadeMedia 12 0.660000 583.200000 26.200000 4.700000 557.000004
HEBA B 70 -2.690000 2660.000000 24.000000 0.910000 2636.000010
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Boozt 12 2.510000 1665.600000 11.600000 0.700000 1653.999996
Resurs Holding 22 1.370000 584.320000 10.320000 1.800000 573.999998
HMS Networks 2 -0.700000 681.600000 8.600000 1.280000 673.000000
Intrum 4 -0.450000 533.800000 6.800000 1.290000 527.000000
Swedbank A 3 1.200000 569.700000 5.700000 1.010000 564.000000
Eastnine 4 -2.670000 496.000000 5.000000 1.020000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Norva24 Group 16 -5.280000 545.600000 2.600000 0.480000 543.000000
Coor Service Management Hold. 8 0.600000 533.200000 1.200000 0.230000 532.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 1.390000 245.520000 -0.480000 -0.200000 246.000000
Nordea Bank Abp 29 0.950000 3453.320000 -0.680000 -0.020000 3453.999992
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 0.180000 572.200000 -1.800000 -0.310000 574.000000
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Securitas B 6 0.260000 565.200000 -4.800000 -0.840000 570.000000
CTEK 13 0.500000 520.000000 -14.000000 -2.620000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Sampo Oyj SDB 7 1.020000 3825.500000 -24.500000 -0.640000 3850.000000
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 1.210000 545.000000 -49.570000 -8.340000 594.565215
Axfood 13 -0.040000 3640.000000 -116.000000 -3.090000 3756.000001
OX2 18 0.320000 1431.000000 -233.000000 -14.000000 1663.999992
Ovzon 52 4.140000 3010.800000 -351.200000 -10.450000 3361.999992
Fasadgruppen Group 35 0.000000 3412.500000 -398.500000 -10.460000 3810.999990
TOTAL 46156.380000 -732.190000 -2.21796% 46888.564618

Updated:¶

'2023-01-20 09:06:50.666068'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶